+950.6%
BX vs TGT
+323.2%
+627.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.1% |
| 7D | -2.0% | -0.6% | -1.3% | -1.6% |
| 30D | -2.3% | +9.5% | -11.8% | -6.9% |
| 3M | +18.5% | +32.3% | -13.7% | +1.6% |
| 6M | +23.7% | +37.0% | -13.3% | +3.5% |
| YTD | -10.4% | +71.0% | -81.4% | -33.7% |
| 1Y | -19.6% | +85.0% | -104.6% | -43.3% |
| 3Y | +30.8% | +46.8% | -16.0% | -3.5% |
| 5Y | +24.3% | -22.7% | +47.1% | +26.9% |
| 10Y | +679.5% | +216.3% | +463.2% | +205.0% |
| All | +950.6% | +323.2% | +627.4% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TGT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling